Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47477.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46082.98 Kr¶

PnL: ---------------------------------------> -805.59 Kr¶

DD now: ---------------------------------> -2.369 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:59:12.962795'

Anic Portfolio¶

Today¶

Return: -0.825 %¶

This Week¶

Return: -1.413 %¶

Total¶

Return: 55.43 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -4.170000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 1.270000 430.800000 75.800000 21.350000 355.000000
Corem Property Group B 59 -1.080000 650.770000 73.770000 12.790000 576.999999
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.160000 261.120000 15.120000 6.150000 246.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 0.380000 585.860000 11.860000 2.070000 573.999998
Coor Service Management Hold. 8 -0.150000 543.600000 11.600000 2.180000 532.000000
Intrum 4 -0.780000 531.800000 4.800000 0.910000 527.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
MedCap 2 -1.630000 423.000000 2.000000 0.480000 421.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Essity B 2 -1.100000 573.600000 -0.400000 -0.070000 574.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
AcadeMedia 12 -0.040000 554.640000 -2.360000 -0.420000 557.000004
Swedbank A 3 -1.820000 559.800000 -4.200000 -0.740000 564.000000
Securitas B 6 -0.990000 561.360000 -8.640000 -1.520000 570.000000
Nordea Bank Abp 29 -1.430000 3441.140000 -12.860000 -0.370000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.780000 548.100000 -13.900000 -2.470000 562.000005
CTEK 13 -0.680000 509.600000 -24.400000 -4.570000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -0.810000 1617.600000 -36.400000 -2.200000 1653.999996
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
SAAB B 8 -1.070000 3264.800000 -112.200000 -3.320000 3377.000000
Sampo Oyj SDB 7 -1.110000 3734.500000 -115.500000 -3.000000 3850.000000
OX2 18 -0.700000 1533.600000 -130.400000 -7.840000 1663.999992
Axfood 13 -0.470000 3562.000000 -194.000000 -5.170000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46082.980000 -805.590000 -2.36904% 46888.564618

Updated:¶

'2023-01-13 13:59:25.431141'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶